BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 2, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 4,936: 206 866 127 3,857 3,696 4,190 4,689: 746 246
Old : 4,936: 206 866 127 3,857 3,696 4,190 4,689: 746 246
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2011 :
: 91: 1 0 7 57 75 65 82: 26 9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 17.5 2.6 78.2 74.9 84.9 95.0: 15.1 5.0
Old : 100.0: 4.2 17.5 2.6 78.2 74.9 84.9 95.0: 15.1 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 2 3 2 12 11 15 15:
Old : 24: 2 3 2 12 11 15 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.0 54.2 76.9 74.2 52.5 51.7 69.9 68.7
Old : 53.0 54.2 76.9 74.2 52.5 51.7 69.9 68.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 2, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 62,173: 11,514 1,554 15,139 26,795 33,332 53,447 50,024: 8,726 12,149
Old : 62,173: 11,514 1,554 15,139 26,795 33,332 53,447 50,024: 8,726 12,149
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2011 :
: 1,745: 128 -118 776 494 617 1,398 1,275: 347 470
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 2.5 24.3 43.1 53.6 86.0 80.5: 14.0 19.5
Old : 100.0: 18.5 2.5 24.3 43.1 53.6 86.0 80.5: 14.0 19.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 90: 32 6 23 38 40 77 63:
Old : 90: 32 6 23 38 40 77 63:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.7 30.3 42.5 43.8 28.0 29.1 36.2 39.9
Old : 28.7 30.3 42.5 43.8 28.0 29.1 36.2 39.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 2, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 4,528: 1,923 83 88 2,341 3,596 4,352 3,767: 176 761
Old : 4,528: 1,923 83 88 2,341 3,596 4,352 3,767: 176 761
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2011 :
: 234: -13 23 -1 267 214 252 236: -19 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.5 1.8 1.9 51.7 79.4 96.1 83.2: 3.9 16.8
Old : 100.0: 42.5 1.8 1.9 51.7 79.4 96.1 83.2: 3.9 16.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 3 2 2 6 12 10 15:
Old : 22: 3 2 2 6 12 10 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.7 51.8 91.5 72.9 73.6 51.8 91.5 72.9
Old : 73.7 51.8 91.5 72.9 73.6 51.8 91.5 72.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 2, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 308,626: 79,840 27,658 86,218 111,516 148,252 277,574 262,128: 31,052 46,497
Old : 137,491: 54,213 44,288 22,845 48,897 51,486 125,955 118,619: 11,535 18,872
Other: 171,135: 56,472 14,215 32,528 62,619 96,766 151,619 143,509: 19,516 27,626
: : :
: : Changes in Commitments from: July 26, 2011 :
: 13,376: 4,773 -1,858 6,917 -171 4,597 11,519 9,656: 1,858 3,721
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 9.0 27.9 36.1 48.0 89.9 84.9: 10.1 15.1
Old : 100.0: 39.4 32.2 16.6 35.6 37.4 91.6 86.3: 8.4 13.7
Other: 100.0: 33.0 8.3 19.0 36.6 56.5 88.6 83.9: 11.4 16.1
: : :
:# Traders : Number of Traders in Each Category :
All : 288: 122 55 114 61 83 242 213:
Old : 272: 97 85 60 37 78 167 191:
Other: 218: 85 35 64 54 74 171 151:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.8 20.4 26.3 30.0 15.7 17.6 25.2 25.4
Old : 20.0 14.5 29.7 22.9 20.0 11.9 29.3 19.1
Other: 18.3 25.9 30.3 37.7 18.2 23.3 28.6 33.6
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 2, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 424,871: 99,445 36,163 125,079 171,946 198,512 396,471 359,755: 28,401 65,117
Old : 424,871: 99,445 36,163 125,079 171,946 198,512 396,471 359,755: 28,401 65,117
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2011 :
: 1,232: -310 3,435 -256 3,039 -196 2,472 2,984: -1,240 -1,752
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 8.5 29.4 40.5 46.7 93.3 84.7: 6.7 15.3
Old : 100.0: 23.4 8.5 29.4 40.5 46.7 93.3 84.7: 6.7 15.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 406: 103 103 135 106 175 290 342:
Old : 406: 103 103 135 106 175 290 342:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.2 15.6 32.0 22.6 19.4 12.0 30.3 17.1
Old : 20.2 15.6 32.0 22.6 19.4 12.0 30.3 17.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 2, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 10,842: 3,840 4,090 1,650 3,352 2,761 8,843 8,501: 1,999 2,341
Old : 10,842: 3,840 4,090 1,650 3,352 2,761 8,843 8,501: 1,999 2,341
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2011 :
: 1,228: 33 340 457 351 204 842 1,000: 387 228
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.4 37.7 15.2 30.9 25.5 81.6 78.4: 18.4 21.6
Old : 100.0: 35.4 37.7 15.2 30.9 25.5 81.6 78.4: 18.4 21.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 93: 21 34 19 19 27 52 75:
Old : 93: 21 34 19 19 27 52 75:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.6 17.1 53.2 30.0 38.6 16.6 51.6 28.9
Old : 38.6 17.1 53.2 30.0 38.6 16.6 51.6 28.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 2, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 44,389: 13,696 3,826 9,907 11,397 9,862 35,000 23,596: 9,389 20,793
Old : 44,389: 13,696 3,826 9,907 11,397 9,862 35,000 23,596: 9,389 20,793
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2011 :
: -1,427: -466 214 -1,388 -763 -707 -2,618 -1,881: 1,191 454
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 8.6 22.3 25.7 22.2 78.8 53.2: 21.2 46.8
Old : 100.0: 30.9 8.6 22.3 25.7 22.2 78.8 53.2: 21.2 46.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 169: 49 30 48 48 69 125 129:
Old : 169: 49 30 48 48 69 125 129:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.3 9.5 28.4 15.7 15.4 6.2 26.0 9.6
Old : 16.3 9.5 28.4 15.7 15.4 6.2 26.0 9.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 2, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF RUB 2,500,000) :
: : :
All : 107,013: 17,232 59 2,013 87,297 104,894 106,542 106,966: 471 47
Old : 107,013: 17,232 59 2,013 87,297 104,894 106,542 106,966: 471 47
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2011 :
: 3,377: 738 59 45 2,725 3,285 3,508 3,390: -131 -13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 0.1 1.9 81.6 98.0 99.6 100.0: 0.4 0.0
Old : 100.0: 16.1 0.1 1.9 81.6 98.0 99.6 100.0: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 8 1 3 16 16 25 19:
Old : 28: 8 1 3 16 16 25 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.8 65.3 86.2 82.5 65.6 53.9 72.7 66.3
Old : 70.8 65.3 86.2 82.5 65.6 53.9 72.7 66.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 2, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CAD 100,000) :
: : :
All : 146,799: 56,681 16,437 5,492 33,369 104,087 95,542 126,017: 51,257 20,782
Old : 146,799: 56,681 16,437 5,492 33,369 104,087 95,542 126,017: 51,257 20,782
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2011 :
: 5,320: 4,377 -1,243 1,177 131 6,776 5,684 6,710: -365 -1,391
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.6 11.2 3.7 22.7 70.9 65.1 85.8: 34.9 14.2
Old : 100.0: 38.6 11.2 3.7 22.7 70.9 65.1 85.8: 34.9 14.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 92: 47 8 12 23 31 71 50:
Old : 92: 47 8 12 23 31 71 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.9 37.4 31.9 53.7 22.8 37.0 29.7 53.2
Old : 22.9 37.4 31.9 53.7 22.8 37.0 29.7 53.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 2, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CHF 125,000) :
: : :
All : 68,831: 25,812 13,927 4,644 12,462 29,454 42,917 48,025: 25,913 20,806
Old : 68,831: 25,812 13,927 4,644 12,462 29,454 42,917 48,025: 25,913 20,806
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2011 :
: 8,744: 4,602 354 2,260 3,420 -165 10,282 2,450: -1,538 6,294
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.5 20.2 6.7 18.1 42.8 62.4 69.8: 37.6 30.2
Old : 100.0: 37.5 20.2 6.7 18.1 42.8 62.4 69.8: 37.6 30.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 19 12 6 16 17 39 31:
Old : 54: 19 12 6 16 17 39 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.7 37.6 31.2 49.4 21.7 36.2 30.3 44.4
Old : 21.7 37.6 31.2 49.4 21.7 36.2 30.3 44.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 2, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF MXN 500,000) :
: : :
All : 130,240: 96,157 7,673 232 26,124 119,926 122,513 127,831: 7,727 2,409
Old : 130,240: 96,157 7,673 232 26,124 119,926 122,513 127,831: 7,727 2,409
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2011 :
: -7,583: -7,131 -3,702 -22 100 -4,162 -7,053 -7,886: -530 303
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.8 5.9 0.2 20.1 92.1 94.1 98.2: 5.9 1.8
Old : 100.0: 73.8 5.9 0.2 20.1 92.1 94.1 98.2: 5.9 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 108: 64 9 1 19 20 84 29:
Old : 108: 64 9 1 19 20 84 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.8 68.4 58.8 84.3 44.8 68.1 58.8 83.8
Old : 44.8 68.4 58.8 84.3 44.8 68.1 58.8 83.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 2, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF GBP 62,500) :
: : :
All : 109,789: 42,682 38,257 3,034 35,836 45,327 81,551 86,618: 28,238 23,171
Old : 109,789: 42,682 38,257 3,034 35,836 45,327 81,551 86,618: 28,238 23,171
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2011 :
: 6,118: 9,710 5,934 673 -5,558 184 4,825 6,792: 1,292 -674
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.9 34.8 2.8 32.6 41.3 74.3 78.9: 25.7 21.1
Old : 100.0: 38.9 34.8 2.8 32.6 41.3 74.3 78.9: 25.7 21.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 98: 32 27 10 25 29 62 61:
Old : 98: 32 27 10 25 29 62 61:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.8 25.1 31.8 38.5 18.8 24.6 31.3 37.7
Old : 18.8 25.1 31.8 38.5 18.8 24.6 31.3 37.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 2, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF JPY 12,500,000) :
: : :
All : 166,268: 78,969 19,941 8,177 39,485 101,198 126,630 129,317: 39,638 36,951
Old : 166,268: 78,969 19,941 8,177 39,485 101,198 126,630 129,317: 39,638 36,951
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2011 :
: 14,548: 6,850 -840 2,325 1,813 11,363 10,989 12,849: 3,559 1,699
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.5 12.0 4.9 23.7 60.9 76.2 77.8: 23.8 22.2
Old : 100.0: 47.5 12.0 4.9 23.7 60.9 76.2 77.8: 23.8 22.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 118: 42 37 24 26 27 83 73:
Old : 118: 42 37 24 26 27 83 73:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.6 34.9 38.4 50.0 28.6 33.9 38.1 47.1
Old : 28.6 34.9 38.4 50.0 28.6 33.9 38.1 47.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 2, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 237,941: 56,680 55,701 31,886 98,073 102,112 186,638 189,699: 51,303 48,242
Old : 237,941: 56,680 55,701 31,886 98,073 102,112 186,638 189,699: 51,303 48,242
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2011 :
: 11,527: -2,052 13,410 3,650 13,186 -4,112 14,784 12,948: -3,257 -1,421
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 23.4 13.4 41.2 42.9 78.4 79.7: 21.6 20.3
Old : 100.0: 23.8 23.4 13.4 41.2 42.9 78.4 79.7: 21.6 20.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 198: 52 66 57 53 60 135 153:
Old : 198: 52 66 57 53 60 135 153:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.8 17.0 24.0 24.9 12.1 15.4 22.9 23.0
Old : 12.8 17.0 24.0 24.9 12.1 15.4 22.9 23.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 2, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF BRL 100,000) :
: : :
All : 20,722: 16,551 12,275 72 2,539 8,120 19,162 20,467: 1,560 255
Old : 20,722: 16,551 12,275 72 2,539 8,120 19,162 20,467: 1,560 255
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2011 :
: 90: -31 -4 0 13 59 -18 55: 108 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.9 59.2 0.3 12.3 39.2 92.5 98.8: 7.5 1.2
Old : 100.0: 79.9 59.2 0.3 12.3 39.2 92.5 98.8: 7.5 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 10 2 2 3 7 14 10:
Old : 21: 10 2 2 3 7 14 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 80.4 90.1 88.8 97.8 80.1 90.1 88.5 97.8
Old : 80.4 90.1 88.8 97.8 80.1 90.1 88.5 97.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 2, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 33,788: 25,808 1,682 133 2,540 30,637 28,481 32,452: 5,307 1,336
Old : 33,788: 25,808 1,682 133 2,540 30,637 28,481 32,452: 5,307 1,336
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2011 :
: 995: 567 -268 19 42 1,526 628 1,277: 367 -282
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.4 5.0 0.4 7.5 90.7 84.3 96.0: 15.7 4.0
Old : 100.0: 76.4 5.0 0.4 7.5 90.7 84.3 96.0: 15.7 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 22 6 1 4 12 27 18:
Old : 43: 22 6 1 4 12 27 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.3 70.2 70.3 88.1 54.3 70.2 70.3 88.1
Old : 54.3 70.2 70.3 88.1 54.3 70.2 70.3 88.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 2, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All :17,866,437: 1,177,028 699,790 6,391,046 9,313,639 9,695,853 16,881,713 16,786,689: 984,724 1,079,748
Old :17,866,437: 1,177,028 699,790 6,391,046 9,313,639 9,695,853 16,881,713 16,786,689: 984,724 1,079,748
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2011 :
: 890,648: 11,592 -33,506 511,520 337,153 419,660 860,265 897,674: 30,383 -7,026
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 3.9 35.8 52.1 54.3 94.5 94.0: 5.5 6.0
Old : 100.0: 6.6 3.9 35.8 52.1 54.3 94.5 94.0: 5.5 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 309: 62 65 110 160 167 283 289:
Old : 309: 62 65 110 160 167 283 289:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.6 21.3 42.0 34.6 22.7 11.4 25.9 17.4
Old : 32.6 21.3 42.0 34.6 22.7 11.4 25.9 17.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 2, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 1,051,713: 86,754 85,867 91,163 714,026 746,155 891,943 923,186: 159,770 128,527
Old : 1,051,713: 86,754 85,867 91,163 714,026 746,155 891,943 923,186: 159,770 128,527
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2011 :
: 116,387: 10,701 531 17,790 64,944 72,067 93,434 90,388: 22,953 25,999
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 8.2 8.7 67.9 70.9 84.8 87.8: 15.2 12.2
Old : 100.0: 8.2 8.2 8.7 67.9 70.9 84.8 87.8: 15.2 12.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 585: 129 112 109 246 244 419 421:
Old : 585: 129 112 109 246 244 419 421:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.4 13.4 20.6 20.9 10.7 11.1 16.4 16.9
Old : 13.4 13.4 20.6 20.9 10.7 11.1 16.4 16.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 2, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 414,808: 18,530 34,909 46,090 247,765 284,662 312,385 365,661: 102,423 49,147
Old : 414,808: 18,530 34,909 46,090 247,765 284,662 312,385 365,661: 102,423 49,147
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2011 :
: 47,535: -9,734 8,405 14,680 29,534 17,285 34,480 40,370: 13,055 7,165
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 8.4 11.1 59.7 68.6 75.3 88.2: 24.7 11.8
Old : 100.0: 4.5 8.4 11.1 59.7 68.6 75.3 88.2: 24.7 11.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 139: 23 25 34 74 62 113 105:
Old : 139: 23 25 34 74 62 113 105:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.8 19.0 26.6 30.9 15.6 15.5 21.8 25.7
Old : 17.8 19.0 26.6 30.9 15.6 15.5 21.8 25.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 2, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 3,184,524: 407,406 321,075 159,082 2,331,302 2,307,464 2,897,790 2,787,620: 286,734 396,903
Old : 3,184,524: 407,406 321,075 159,082 2,331,302 2,307,464 2,897,790 2,787,620: 286,734 396,903
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2011 :
: 344,262: 86,784 -54,759 30,940 177,047 273,908 294,771 250,089: 49,490 94,172
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 10.1 5.0 73.2 72.5 91.0 87.5: 9.0 12.5
Old : 100.0: 12.8 10.1 5.0 73.2 72.5 91.0 87.5: 9.0 12.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 534: 120 99 93 217 225 373 381:
Old : 534: 120 99 93 217 225 373 381:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.1 13.3 25.2 21.9 14.0 12.6 21.6 19.4
Old : 16.1 13.3 25.2 21.9 14.0 12.6 21.6 19.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 2, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 106,374: 11,068 4,731 1,353 85,009 94,175 97,430 100,259: 8,944 6,115
Old : 106,374: 11,068 4,731 1,353 85,009 94,175 97,430 100,259: 8,944 6,115
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2011 :
: -3,337: -2,487 -362 1,112 -1,673 -4,956 -3,048 -4,206: -288 870
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 4.4 1.3 79.9 88.5 91.6 94.3: 8.4 5.7
Old : 100.0: 10.4 4.4 1.3 79.9 88.5 91.6 94.3: 8.4 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 90: 10 4 1 50 39 60 44:
Old : 90: 10 4 1 50 39 60 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.0 38.1 49.3 55.0 31.6 38.1 47.6 54.8
Old : 33.0 38.1 49.3 55.0 31.6 38.1 47.6 54.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 2, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 91,903: 19,442 5,708 5,612 57,470 74,651 82,525 85,972: 9,378 5,931
Old : 91,903: 19,442 5,708 5,612 57,470 74,651 82,525 85,972: 9,378 5,931
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2011 :
: -2,199: -4,155 -190 -173 1,953 -2,912 -2,375 -3,276: 176 1,077
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 6.2 6.1 62.5 81.2 89.8 93.5: 10.2 6.5
Old : 100.0: 21.2 6.2 6.1 62.5 81.2 89.8 93.5: 10.2 6.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 235: 71 25 18 84 87 163 122:
Old : 235: 71 25 18 84 87 163 122:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.3 31.2 37.5 45.2 23.5 24.3 33.4 36.0
Old : 24.3 31.2 37.5 45.2 23.5 24.3 33.4 36.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 2, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 18,314: 3,926 2,447 8 10,338 13,932 14,272 16,387: 4,041 1,927
Old : 18,314: 3,926 2,447 8 10,338 13,932 14,272 16,387: 4,041 1,927
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2011 :
: 352: -267 244 8 678 -371 419 -119: -67 471
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 13.4 0.0 56.4 76.1 77.9 89.5: 22.1 10.5
Old : 100.0: 21.4 13.4 0.0 56.4 76.1 77.9 89.5: 22.1 10.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 3 4 1 9 8 13 12:
Old : 24: 3 4 1 9 8 13 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.5 67.9 72.4 83.3 57.5 67.9 72.4 83.3
Old : 57.5 67.9 72.4 83.3 57.5 67.9 72.4 83.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 2, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 367,945: 99,620 38,347 5,983 235,662 303,596 341,264 347,926: 26,681 20,019
Old : 367,945: 99,620 38,347 5,983 235,662 303,596 341,264 347,926: 26,681 20,019
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2011 :
: -12,755: -21,915 -4,644 1,568 6,376 -12,706 -13,971 -15,782: 1,216 3,028
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 10.4 1.6 64.0 82.5 92.7 94.6: 7.3 5.4
Old : 100.0: 27.1 10.4 1.6 64.0 82.5 92.7 94.6: 7.3 5.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 232: 70 23 16 81 85 157 118:
Old : 232: 70 23 16 81 85 157 118:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.2 33.2 40.7 47.0 28.1 33.2 40.4 45.8
Old : 28.2 33.2 40.7 47.0 28.1 33.2 40.4 45.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 2, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF AUD 100,000) :
: : :
All : 141,504: 91,071 15,732 2,985 11,161 105,815 105,217 124,532: 36,287 16,972
Old : 141,504: 91,071 15,732 2,985 11,161 105,815 105,217 124,532: 36,287 16,972
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2011 :
: -1,260: -1,795 5,376 273 1,068 -5,856 -455 -208: -806 -1,053
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.4 11.1 2.1 7.9 74.8 74.4 88.0: 25.6 12.0
Old : 100.0: 64.4 11.1 2.1 7.9 74.8 74.4 88.0: 25.6 12.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 90: 42 19 9 18 24 64 48:
Old : 90: 42 19 9 18 24 64 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.8 44.1 49.2 63.4 41.8 43.9 49.2 63.0
Old : 41.8 44.1 49.2 63.4 41.8 43.9 49.2 63.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 2, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 35,988: 9,629 14,152 0 19,479 14,476 29,108 28,628: 6,880 7,360
Old : 35,988: 9,629 14,152 0 19,479 14,476 29,108 28,628: 6,880 7,360
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2011 :
: -1,508: 265 -866 -1 -1,395 1,066 -1,131 199: -377 -1,707
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 39.3 0.0 54.1 40.2 80.9 79.5: 19.1 20.5
Old : 100.0: 26.8 39.3 0.0 54.1 40.2 80.9 79.5: 19.1 20.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 15 13 0 18 13 33 26:
Old : 58: 15 13 0 18 13 33 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.0 40.8 48.2 58.3 29.0 40.8 48.2 58.3
Old : 29.0 40.8 48.2 58.3 29.0 40.8 48.2 58.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 2, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X JPY 500) :
: : :
All : 60,274: 21,843 4,949 1,034 19,563 47,412 42,440 53,395: 17,834 6,879
Old : 60,274: 21,843 4,949 1,034 19,563 47,412 42,440 53,395: 17,834 6,879
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2011 :
: 9,735: 1,764 1,197 586 -2,536 8,546 -186 10,329: 9,921 -594
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.2 8.2 1.7 32.5 78.7 70.4 88.6: 29.6 11.4
Old : 100.0: 36.2 8.2 1.7 32.5 78.7 70.4 88.6: 29.6 11.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 69: 21 7 2 21 25 43 33:
Old : 69: 21 7 2 21 25 43 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.2 34.9 32.9 55.3 19.7 34.2 32.4 54.5
Old : 20.2 34.9 32.9 55.3 19.7 34.2 32.4 54.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 5, 2011